From 027cd44944f9dd7b31c8abcb41bd61ceec8e7824 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 3 Jul 2024 11:26:38 +0200 Subject: [PATCH] Clarify dry-run market order slippage logic closes #10384 --- docs/configuration.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index e2501cf48..54329c505 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -650,9 +650,9 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo * API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in dry-run mode. * Wallets (`/balance`) are simulated based on `dry_run_wallet`. * Orders are simulated, and will not be posted to the exchange. -* Market orders fill based on orderbook volume the moment the order is placed. +* Market orders fill based on orderbook volume the moment the order is placed, with a maximum slippage of 5%. * Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings. -* Limit orders will be converted to market orders if they cross the price by more than 1%. +* Limit orders will be converted to market orders if they cross the price by more than 1%, and will be filled immediately based regular market order rules (see point about Market orders above). * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled. * Open orders (not trades, which are stored in the database) are kept open after bot restarts, with the assumption that they were not filled while being offline.